Stochastic analysis, stochastic systems, and applications to finance / edited by Allanus Tsoi, David Nualart, George Yin.
2011
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Details
Title
Stochastic analysis, stochastic systems, and applications to finance / edited by Allanus Tsoi, David Nualart, George Yin.
Added Corporate Author
Imprint
Singapore : World Scientific, [2011]
Copyright
©2011
Description
x, 261 pages : illustrations
Formatted Contents Note
pt. 1. Stochastic analysis and systems
pt. 2. Finance and stochastics.
pt. 2. Finance and stochastics.
Note
"It is an expanded version of papers presented at the first Kansas-Missouri Winter School of Applied Probability, which was organized by Allanus Tsoi and was held at the University of Missouri, February 14 and 15, 2008"--P. vii.
Bibliography, etc. Note
Includes bibliographical references.
Linked Resources
Language
English
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2012. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
ISBN
9814355704
9789814355704
9789814355711 e-book
9789814355704
9789814355711 e-book
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